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Suppose the Ajax Insurance Company provides insurance for skydivers whose wealth

ID: 1109828 • Letter: S

Question

Suppose the Ajax Insurance Company provides insurance for skydivers whose wealth before diving is $100,000. An accident will leave divers with a wealth of $80,000. The company divides the divers into two classes: safe (probability of an accident = 0.005) and unsafe (probability of an accident = 0.1). The utility of wealth for all divers is given by the function: U(w) = w0.5. If only the unsafe divers buy insurance, which compensates for half the losses, and the premium is $1,000, what profit will the insurance company expect to earn per insuree?

$0

$250

$500

$1,000

$0

$250

$500

$1,000

Explanation / Answer

ANSWER:

GIVEN-  

wealth = $100000

loss in case of accident = $20,000

two types of divers - SAFE ; P(accident)= 0.005, P( no accident ) = 0.995

UNSAFE ; P( accident) = 0.1 , P( no accident) = 0.9

U(w) = 0.5 w

premium amount = $1000

only the unsafe diver buy insurance with half coverage i.e. coverage of $10000

TO FIND : profit of insurance company per insuree

SOLUTION:

Profit of the company = prob. of no accident * premium amount + prob. of accident * ( premium amount - coverage)

= 0.9 (1000) + 0.1( 1000- 10000)

= 900 - 0.1( -9000)

= 900 - 900

= 0

hence, the expected profit of the insurance company per insuree is $0.

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